回测报告 - BTCUSDT

交易对: BTCUSDT

周期: 1min

策略: OrderFlowWoolStrategy

杠杆: 125x

初始资金: 100 USDT

仓位比例: 49%

止损率: 15.1%

止盈率: 0.3%

手续费率: 0.04%

策略参数: momentum_bars=8, overbought_rsi=73.0, min_volume_ratio=1.73, max_volume_ratio=6.17, base_add_position_pct=15.62, base_price_gap_pct=0.55, momentum_gap_boost=1.62, pullback_take_profit_pct=1.66, trail_activation_pct=5.98, trailing_stop_pct=9.04, hard_stop_loss_pct=16.0, max_add_count=12, add_size_decay=0.6, momentum_add_boost=2.0, cooldown_bars=2

开仓时间	平仓时间	方向	开仓价	平仓价	数量	仓位金额	保证金	手续费	盈亏	平仓原因
2026-02-06 14:33:00+00:00	2026-02-06 14:35:00+00:00	做空	67889.40	67692.52	0.0007	49.00	0.39	0.04	17.74	take_profit
2026-02-09 01:22:00+00:00	2026-02-09 01:35:00+00:00	做空	70791.10	70585.81	0.0008	57.68	0.46	0.05	20.89	take_profit
2026-02-09 22:13:00+00:00	2026-02-09 22:19:00+00:00	做空	70650.90	70446.01	0.0010	67.91	0.54	0.05	24.59	take_profit
2026-02-12 13:17:00+00:00	2026-02-12 13:25:00+00:00	做空	68009.70	67812.47	0.0012	79.94	0.64	0.06	28.95	take_profit
2026-02-12 22:47:00+00:00	2026-02-12 22:55:00+00:00	做空	66361.10	66168.65	0.0014	94.11	0.75	0.08	34.08	take_profit
2026-02-14 11:01:00+00:00	2026-02-14 13:02:00+00:00	做空	69802.29	69496.37	0.0018	129.07	1.03	0.10	70.66	take_profit
2026-02-15 07:19:00+00:00	2026-02-15 08:28:00+00:00	做空	70753.10	70547.92	0.0021	145.39	1.16	0.12	52.65	take_profit
2026-02-16 03:53:00+00:00	2026-02-16 06:22:00+00:00	做空	68454.43	68197.35	0.0029	197.92	1.58	0.16	92.83	take_profit
2026-02-17 02:12:00+00:00	2026-02-17 02:19:00+00:00	做空	69177.90	68977.28	0.0031	216.61	1.73	0.17	78.43	take_profit
2026-02-17 12:08:00+00:00	2026-02-17 12:57:00+00:00	做空	68100.10	67902.61	0.0037	255.00	2.04	0.20	92.33	take_profit
2026-02-17 13:24:00+00:00	2026-02-17 13:28:00+00:00	做空	68311.50	68113.40	0.0044	300.19	2.40	0.24	108.70	take_profit
2026-02-18 07:40:00+00:00	2026-02-18 10:44:00+00:00	做空	67930.50	67733.50	0.0052	353.39	2.83	0.28	127.96	take_profit
2026-02-18 15:38:00+00:00	2026-02-18 15:52:00+00:00	做空	67913.20	67716.25	0.0061	416.03	3.33	0.33	150.64	take_profit
2026-02-20 09:04:00+00:00	2026-02-20 10:47:00+00:00	做空	68138.90	67941.30	0.0072	489.76	3.92	0.39	177.34	take_profit

开仓时间

平仓时间

方向

开仓价

平仓价

数量

仓位金额

保证金

手续费

盈亏

平仓原因

2026-02-06 14:33:00+00:00

2026-02-06 14:35:00+00:00

做空

67889.40

67692.52

0.0007

49.00

0.39

0.04

17.74

take_profit

2026-02-09 01:22:00+00:00

2026-02-09 01:35:00+00:00

做空

70791.10

70585.81

0.0008

57.68

0.46

0.05

20.89

take_profit

2026-02-09 22:13:00+00:00

2026-02-09 22:19:00+00:00

做空

70650.90

70446.01

0.0010

67.91

0.54

0.05

24.59

take_profit

2026-02-12 13:17:00+00:00

2026-02-12 13:25:00+00:00

做空

68009.70

67812.47

0.0012

79.94

0.64

0.06

28.95

take_profit

2026-02-12 22:47:00+00:00

2026-02-12 22:55:00+00:00

做空

66361.10

66168.65

0.0014

94.11

0.75

0.08

34.08

take_profit

2026-02-14 11:01:00+00:00

2026-02-14 13:02:00+00:00

做空

69802.29

69496.37

0.0018

129.07

1.03

0.10

70.66

take_profit

2026-02-15 07:19:00+00:00

2026-02-15 08:28:00+00:00

做空

70753.10

70547.92

0.0021

145.39

1.16

0.12

52.65

take_profit

2026-02-16 03:53:00+00:00

2026-02-16 06:22:00+00:00

做空

68454.43

68197.35

0.0029

197.92

1.58

0.16

92.83

take_profit

2026-02-17 02:12:00+00:00

2026-02-17 02:19:00+00:00

做空

69177.90

68977.28

0.0031

216.61

1.73

0.17

78.43

take_profit

2026-02-17 12:08:00+00:00

2026-02-17 12:57:00+00:00

做空

68100.10

67902.61

0.0037

255.00

2.04

0.20

92.33

take_profit

2026-02-17 13:24:00+00:00

2026-02-17 13:28:00+00:00

做空

68311.50

68113.40

0.0044

300.19

2.40

0.24

108.70

take_profit

2026-02-18 07:40:00+00:00

2026-02-18 10:44:00+00:00

做空

67930.50

67733.50

0.0052

353.39

2.83

0.28

127.96

take_profit

2026-02-18 15:38:00+00:00

2026-02-18 15:52:00+00:00

做空

67913.20

67716.25

0.0061

416.03

3.33

0.33

150.64

take_profit

2026-02-20 09:04:00+00:00

2026-02-20 10:47:00+00:00

做空

68138.90

67941.30

0.0072

489.76

3.92

0.39

177.34

take_profit

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